WeightedPortTest (1.0)

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Weighted Portmanteau Tests for Time Series Goodness-of-fit.

http://cran.r-project.org/web/packages/WeightedPortTest

This packages contains the Weighted Portmanteau Tests as described in "New Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing' accepted for publication by the Journal of the American Statistical Association.

Maintainer: Thomas J. Fisher
Author(s): Thomas J. Fisher and Colin M. Gallagher

License: GPL (>= 3)

Uses: Does not use any package

Released almost 5 years ago.


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